Preheat the oven to 400 ºF (200 °C). Line a sheet pan with parchment paper (preferably a rimmed sheet pan to catch any juices).
Cut the pumpkin in half, lengthwise.
Scrape out the seeds and save them to make toasted pumpkin seeds.
Place the pumpkin halves, cut-side down on the prepared sheet pan.
Roast for 45 minutes to 1 hour, or until very tender.
Let cool, then scrape out the flesh of the pumpkin and place it in the food processor.
Process the pumpkin to form a smooth purée.
If the pumpkin purée seems a little loose or watery, strain it through a cheesecloth for 1 hour or cook it down on the stove to concentrate it.
Store in the refrigerator for up to 1 week or freeze it.
Notes
If you can't find a Sugar pumpkin to make homemade pumpkin purée, you can use a Kabocha or a Red Kuri squash instead. You can also try butternut, but it may release more water, so make sure to take the time to strain the mash before baking with it, especially because that moisture could lead to a soggy bottom on cakes and pies.